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USDJPY TECHS

Uptrend Remains Intact

GBPUSD TECHS

Back In Its Bull Channel

EURUSD TECHS

Bearish Engulfing Candle

EQUITIES

Stocks Bounce, But Still Off Last Week's Best

FOREX

Havens Offered as Risk Sentiment Repairs

OPTIONS

Larger Option Pipeline

Month-End Volume Spike On Close

US TSY FUTURES CLOSE

Futures mildly mixed -- well off morning lows to near middle of session range. Heavy month end volumes w/near 500k TYH in last 20 minutes (1.565M total/day), 225k FVH, 95k USH and 75k WNH over same period. Yield curves steeper, near mid-range:

  • 3M10Y +1.161, 76.085 (L: 74.087 / H: 77.56)
  • 2Y10Y +1.237, 69.369 (L: 67.472 / H: 70.319)
  • 2Y30Y +0.974, 142.529 (L: 140.511 / H: 143.835)
  • 5Y30Y +0.707, 120.986 (L: 119.536 / H: 122.188)
  • Current futures levels:
  • Mar 2Y +0.5/32 at 110-13.625 (L: 110-12.75 / H: 110-13.87)
  • Mar 5Y +0.25/32 at 126-0.25 (L: 125-30 / H: 126-01.75)
  • Mar 10Y -1/32 at 138-5 (L: 138-01.5 / H: 138-08)
  • Mar 30Y -6/32 at 174-27 (L: 174-18 / H: 175-10)
  • Mar Ultra 30Y -3/32 at 215-29 (L: 215-08 / H: 216-20)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com